+245.3%
ET vs FTV
+1.8%
+243.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | +5.3% | -9.5% | +14.8% | +8.4% |
| 3M | +15.6% | -10.9% | +26.6% | +19.3% |
| 6M | +20.6% | -0.6% | +21.3% | +19.7% |
| YTD | +38.5% | +1.4% | +37.1% | +35.7% |
| 1Y | +35.7% | +17.6% | +18.1% | +25.3% |
| 3Y | +98.4% | -3.3% | +101.6% | +94.2% |
| 5Y | +245.3% | -0.1% | +245.4% | +217.0% |
| All | +245.3% | +1.8% | +243.5% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling